Anic Equity¶

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Total return since start: 0.713 %¶

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Equity now: -----------------------------> 52310.34 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45975.31 Kr¶

PnL: ---------------------------------------> -777.69 Kr¶

DD now: ---------------------------------> -1.525 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 11:10:19.102897'

Anic Portfolio¶

Today¶

Return: -0.011 %¶

This Week¶

Return: -0.011 %¶

Total portfolio value¶

Return including deposits: 71.251 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -2.530000 679.140000 40.140000 6.280000 638.999984
Embracer Group B 26 3.680000 698.880000 36.880000 5.570000 661.999988
Indutrade 5 2.400000 1342.000000 22.000000 1.670000 1320.000000
Biotage 4 0.650000 622.400000 19.400000 3.220000 603.000000
Addtech B 3 1.710000 715.200000 15.200000 2.170000 699.999999
Vitrolife 3 2.310000 691.200000 14.200000 2.100000 677.000001
Sdiptech B 3 0.800000 835.800000 13.800000 1.680000 822.000000
Xvivo Perfusion 3 0.180000 858.000000 13.000000 1.540000 845.000001
SynAct Pharma 9 -2.400000 657.900000 12.900000 2.000000 645.000003
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Addnode Group B 6 1.920000 763.800000 11.800000 1.570000 751.999998
Nolato B 12 0.000000 658.200000 10.200000 1.570000 648.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Latour B 2 1.930000 454.600000 5.600000 1.250000 449.000000
NCC B 7 -0.210000 657.300000 3.300000 0.500000 653.999997
Fortnox 10 3.650000 670.600000 2.600000 0.390000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Lime Technologies 2 -0.510000 591.000000 -2.000000 -0.340000 593.000000
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 -1.000000 497.000000 -8.000000 -1.580000 505.000000
Sedana Medical 135 -2.440000 4322.700000 -8.300000 -0.190000 4330.999935
Investor B 3 0.580000 649.350000 -8.650000 -1.310000 657.999999
Volati 5 -4.720000 565.000000 -9.000000 -1.570000 574.000000
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Humana 40 1.000000 649.600000 -24.400000 -3.620000 674.000000
Balco Group 39 -0.730000 1846.650000 -28.350000 -1.510000 1874.999997
Ambea 68 1.160000 2487.440000 -49.560000 -1.950000 2537.000032
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Creades A 7 1.290000 548.800000 -62.200000 -10.180000 610.999998
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 -0.190000 3811.600000 -104.400000 -2.670000 3916.000000
Gaming Innovation Group 161 0.200000 4049.150000 -138.850000 -3.320000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45975.310000 -777.690000 -1.52486% 46752.999863

Updated:¶

'2023-06-13 11:10:36.119521'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶